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Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (2016)

First Author: Ehm W

Attributed to: Emerging Geometries for Statistical Science: Articulating the Vision funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/rssb.12154

Publication URI: http://dx.doi.org/10.1111/rssb.12154

Type: Journal Article/Review

Parent Publication: Journal of the Royal Statistical Society Series B: Statistical Methodology

Issue: 3

ISSN: 1369-7412